http://allaboutalpha.com/blog/2008/01/28/research-finds-most-equity-indices-actually-contain-alpha/ A finance blog about hedge funds, portable alpha and alternative investing. Mon, 13 Feb 2012 11:26:54 +0000 http://wordpress.org/?v=abc hourly 1 http://allaboutalpha.com/blog/2008/01/28/research-finds-most-equity-indices-actually-contain-alpha/comment-page-1/#comment-300658 Index Alpha | Risk and Return Tue, 07 Jun 2011 03:47:17 +0000 http://allaboutalpha.com/blog/2008/01/27/research-finds-most-equity-indices-actually-contain-alpha/#comment-300658 [...] All About Alpha examines the results of a paper in the January 2008 edition of the Journal, European Financial Management which shows Steve had it right: In other words, these “selection and exclusion rules” constitute active management (much to the delight, we’re guessing of Fundamental Indexation proponents). In fact, the authors say these rules have an effect remarkable similar to recognized trading strategies “such as momentum, autocorrelation and the limitation of tail risks.” [...] [...] All About Alpha examines the results of a paper in the January 2008 edition of the Journal, European Financial Management which shows Steve had it right: In other words, these “selection and exclusion rules” constitute active management (much to the delight, we’re guessing of Fundamental Indexation proponents). In fact, the authors say these rules have an effect remarkable similar to recognized trading strategies “such as momentum, autocorrelation and the limitation of tail risks.” [...]

]]> http://allaboutalpha.com/blog/2008/01/28/research-finds-most-equity-indices-actually-contain-alpha/comment-page-1/#comment-78209 Index Alpha | Risk and Return Sun, 03 Feb 2008 15:14:21 +0000 http://allaboutalpha.com/blog/2008/01/27/research-finds-most-equity-indices-actually-contain-alpha/#comment-78209 [...] All About Alpha examines the results of a paper in the January 2008 edition of the Journal, European Financial Management which shows Steve had it right: In other words, these “selection and exclusion rules” constitute active management (much to the delight, we’re guessing of Fundamental Indexation proponents). In fact, the authors say these rules have an effect remarkable similar to recognized trading strategies “such as momentum, autocorrelation and the limitation of tail risks.” [...] [...] All About Alpha examines the results of a paper in the January 2008 edition of the Journal, European Financial Management which shows Steve had it right: In other words, these “selection and exclusion rules” constitute active management (much to the delight, we’re guessing of Fundamental Indexation proponents). In fact, the authors say these rules have an effect remarkable similar to recognized trading strategies “such as momentum, autocorrelation and the limitation of tail risks.” [...]

]]> http://allaboutalpha.com/blog/2008/01/28/research-finds-most-equity-indices-actually-contain-alpha/comment-page-1/#comment-76254 moom Tue, 29 Jan 2008 06:02:23 +0000 http://allaboutalpha.com/blog/2008/01/27/research-finds-most-equity-indices-actually-contain-alpha/#comment-76254 How is a 130/30 index different to all the various hedge fund indices out there? How is a 130/30 index different to all the various hedge fund indices out there?

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